+123.8%
XRT vs Z
+6.6%
+117.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -1.4% | -13.1% | +11.6% | +1.5% |
| 30D | +9.8% | +5.9% | +3.9% | +8.1% |
| 3M | +3.3% | -13.7% | +17.0% | +5.9% |
| 6M | +13.6% | -27.1% | +40.7% | +20.2% |
| YTD | +9.1% | -56.8% | +65.9% | +27.8% |
| 1Y | +15.1% | -60.2% | +75.3% | +37.0% |
| 3Y | +59.9% | -19.7% | +79.6% | +59.1% |
| 5Y | -1.7% | -53.7% | +52.0% | +4.4% |
| 10Y | +141.1% | -16.9% | +158.0% | +98.0% |
| All | +123.8% | +6.6% | +117.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling